Mark Rubinstein

Q: What Schools Are Affiliated With Mark Rubinstein

Mark Rubinstein is affiliated with the following schools: University of California, Berkeley, University of California, Los Angeles, Stanford University, Harvard University

Mark Rubinstein's AcademicInfluence.com Rankings

Mark Rubinstein

Economics

#377

World Rank

#472

Historical Rank

#236

USA Rank

economics Degrees

Download Badge

Economics

Why Is Mark Rubinstein Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Mark Edward Rubinstein was a leading financial economist and financial engineer. He was Paul Stephens Professor of Applied Investment Analysis at the Haas School of Business of the University of California, Berkeley. He held various other professional offices, directing the American Finance Association, amongst others, and was editor of several first-tier academic journals including both the Journal of Financial Economics and the Journal of Finance. He was the author of numerous papers and four books.

(See a Problem?)

Mark Rubinstein's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Option pricing: A simplified approach☆ (1979) (5922)
Implied Binomial Trees (1994) (1884)
The Valuation of Uncertain Income Streams and the Pricing of Options (1976) (1505)
Recovering Probability Distributions from Option Prices (1996) (1102)
Nonparametric tests of alternative option pricing models using all reported trades and quotes on the (1985) (694)
A MEAN‐VARIANCE SYNTHESIS OF CORPORATE FINANCIAL THEORY (1973) (521)
The Fundamental Theorem of Parameter-Preference Security Valuation (1973) (462)
An aggregation theorem for securities markets (1974) (455)
Rational Markets: Yes or No? The Affirmative Case (2000) (293)
THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS (1976) (277)
Markowitz's "Portfolio Selection": A Fifty-Year Retrospective (2002) (275)
Efficiency of the Market for Racetrack Betting (1981) (262)
Displaced Diffusion Option Pricing (1983) (257)
Edgeworth Binomial Trees (1998) (168)
Securities Market Efficiency in an Arrow-Debre Economy (1973) (149)
On the Accounting Valuation of Employee Stock Options (1995) (149)
A Comparative Statics Analysis of Risk Premiums (1973) (147)
Replicating Options with Positions in Stock and Cash (1981) (144)
Recovering Probability Distributions from Contemporaneous Security Prices (1996) (116)
Comments on the Market Crash: Six Months After (1988) (77)
A Simple Formula for the Expected Rate of Return of an Option over a Finite Holding Period (1984) (61)
Alternative Paths to Portfolio Insurance (1985) (60)
Derivative Assets Analysis (1987) (57)
A History of the Theory of Investments: My Annotated Bibliography (2006) (57)
Portfolio Insurance and the Market Crash (1988) (51)
On the Relation Between Binomial and Trinomial Option Pricing Models (2000) (46)
An Exploratory Study of Lottery Playing, Gambling Addiction and Links to Compulsive Consumption (1990) (43)
Continuously rebalanced investment strategies (1991) (41)
Great Moments in Financial Economics: III. Short-Sales and Stock Prices (2004) (40)
Recovering Stochastic Processes from Option Prices (2012) (39)
Corporate Financial Policy in Segmented Securities Markets (1973) (32)
The Irrelevancy of Dividend Policy in an Arrow‐Debreu Economy (1976) (29)
Great Moments in Financial Economics: I. Present Value (2004) (27)
Great Moments in Financial Economics: Ii. Modigliani-Miller Theorem (2004) (26)
Bruno de Finetti and Mean-Variance Portfolio Selection (2006) (24)
Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns (2004) (20)
The Black—Scholes Formula (2003) (17)
Competition and Approximation (1978) (16)
Market Basket Alternatives (1989) (15)
Implied Probability Distributions: Empirical Analysis (1998) (14)
Rubinstein On Derivatives (2000) (11)
A Discrete-Time Synthesis of Financial Theory, Part III. Extensions and Prospective (1974) (9)
Reconstruction of the Probability Density Function Implicit in Option Prices from Incomplete and Noisy Data (1996) (9)
A Monte Carlo Method for Pricing American Options (2000) (8)
A Discrete-Time Synthesis of Financial Theory, Part I. Optimal Decision and Sharing Rules (1974) (7)
Speculation and Information in Securities Markets (1973) (7)
On the Predictability of Stock Market Returns: Evidence from Industry-Rotation Strategies* by (2009) (7)
Equilibrium in the Pricing of Capital Assets, Risk-Bearing Debt Instruments, and the Question of Optimal Capital structure: A Comment (1972) (5)
The Perception of Individual and Group Stability (1974) (4)
A Discrete-Time Synthesis of Financial Theory, Part II. Valuation and Efficiency (1974) (3)
The Value of Information in Impersonal and Personal Markets (1987) (2)
MESA and Trading Market Cycles Forecasting and Trading Strategies from the Creator of MESA (2010) (2)
Great Moments in Financial Economics: IV - The Fundamental Theorem (Part II) (2005) (2)
Futures, options and dynamic strategies (1998) (2)
A New Classification of Option Positions (1978) (2)
Derivatives Performance Attribution (2001) (2)
An Economic Evaluation of Organized Options Markets (1979) (2)
Four essays in the theory of competitive securities markets (1971) (1)
Jan Mossin's Theory of Financial Markets (1973) (1)
Are Investors R eluctant to R ealize Their Losses? (2001) (1)
Course Overview-Derivatives: Futures, Options and Dynamic Strategies (1999) (1)
Step 1 : Recover Risk-Neutral Probabilities From Option Prices Subjective Preferences Probabilities ( Risk Aversion ) Risk-Neutral Probabilities (1998) (0)
The Classical Period 1950-1980 (2012) (0)
Continuously rebalanced investment strategies (Fall 1991) (2021) (0)
Working Paper Alfred P. Sloan School of Management Consumption-portfolio Policies: an Inverse Optimal Problem Consumption-portfolio Policies: an Inverse Optimal Problem Consumption-portfolio Policies: an Inverse Optimal Problem" (2008) (0)
The Cox—Ross—Rubinstein Model (2003) (0)
The Modern Period Post-1980 (2012) (0)
Dianne Dillon-Ridgley: putting it all together newsmaker interview. (1994) (0)
Risk-Neutral Probabilities : The Link between Probabilities and Preferences Subjective Preferences Probabilities ( Risk Aversion ) (2013) (0)
Index of Ideas (2012) (0)
PARAMETER-PREFERENCE SECURITY VALUATION (2016) (0)
The Ancient Period Pre-1950 (2012) (0)
A Simple Market Equilibrium Model of a Random Walk (1973) (0)
Index of Sources (2012) (0)
A Note on the Value of Information in Personal and Impersonal Markets (1974) (0)
Community Alert Police arrest suspect in Durham burglaries (2003) (0)
Working Paper RPF-292 On the Relation Between Binomial and Trinomial Option Pricing Models (2000) (0)
ARROW-DEBREU ECONOMY (1976) (0)
Condom sense. (1994) (0)

This paper list is powered by the following services:

Other Resources About Mark Rubinstein

en.wikipedia.org

What Schools Are Affiliated With Mark Rubinstein?

Mark Rubinstein is affiliated with the following schools: